Explicit transient probabilities of various Markov models
DOI10.1090/conm/774/15570zbMath1496.60089OpenAlexW3217287380MaRDI QIDQ5024703
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Publication date: 27 January 2022
Published in: Stochastic Processes and Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/conm/774/15570
transition probability matrixtridiagonal matricesToeplitz matricescirculant matricesdual processescatastropheseigenvalues and eigenvectorsgambler's ruinspectral projectorstransient probabilitiesballot box problemMarkov chains and Markov processes
Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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Cites Work
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